[--[65.84.65.76]--]
AUBANK
AU SMALL FINANCE BANK LTD

569.85 -1.30 (-0.23%)

Option Chain for AUBANK

29 Feb 2024 04:22 PM IST

Note:- Click on the strike price to open the historical data.

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 314.75 460 1.60 - 5,000 5,000 5,000
0 0 0 - 0.00 470 0.00 - 0 0 0
0 0 0 - 317.40 480 0.10 - 0 0 0
0 0 0 - 307.60 490 0.15 - 0 0 0
0 0 0 - 96.00 500 3.35 - 8,94,000 1,15,000 4,43,000
0 0 0 - 288.05 510 4.15 - 9,000 3,000 3,000
0 0 0 - 278.35 520 7.00 - 11,90,000 1,24,000 2,98,000
0 0 0 - 268.65 530 7.50 - 1,43,000 -10,000 1,22,000
0 0 0 - 258.95 540 9.55 - 60,75,000 73,000 2,62,000
41,000 12,000 45,000 - 37.15 550 12.75 - 3,53,000 58,000 4,66,000
42,000 34,000 79,000 - 31.80 560 16.20 - 2,96,000 87,000 2,01,000
1,70,000 1,39,000 3,93,000 - 25.50 570 21.05 - 4,16,000 80,000 2,61,000
3,25,000 82,000 4,68,000 - 21.75 580 25.95 - 2,47,000 50,000 2,95,000
2,21,000 15,000 1,56,000 - 17.90 590 31.75 - 42,000 5,000 1,05,000
15,05,000 2,34,000 12,88,000 - 14.40 600 38.00 - 4,13,000 2,32,000 6,67,000
1,57,000 16,000 1,52,000 - 10.25 610 47.10 - 5,000 1,19,000 1,19,000
3,39,000 72,000 4,89,000 - 8.55 620 55.00 - 27,000 19,000 46,000
1,79,000 28,000 2,47,000 - 6.95 630 61.30 - 46,000 30,000 30,000
1,38,000 25,000 1,12,000 - 5.80 640 70.00 - 3,000 1,000 35,000
9,12,000 1,01,000 7,03,000 - 4.70 650 78.20 - 93,000 79,000 2,64,000
1,28,000 4,000 30,000 - 3.80 660 75.50 - 0 2,000 0
50,000 50,000 31,000 - 3.10 670 99.00 - 2,000 1,000 3,000
23,000 -8,000 37,000 - 2.50 680 98.00 - 0 4,000 0
6,000 0 2,000 - 3.00 690 14.85 - 0 0 0
5,80,000 36,000 2,24,000 - 2.00 700 127.00 - 21,000 19,000 1,04,000
0 0 0 - 111.25 710 19.85 - 0 0 0
11,000 5,000 3,000 - 1.35 720 145.00 - 1,000 1,000 1,000
0 10,000 0 - 1.45 730 133.00 - 0 10,000 0
0 11,000 0 - 1.45 740 143.00 - 0 11,000 0
2,24,000 -1,000 61,000 - 1.00 750 167.00 - 1,000 5,000 23,000
0 0 0 - 79.05 760 168.00 - 0 0 0
0 0 0 - 73.45 770 40.95 - 0 0 0
0 0 0 - 0.40 780 206.00 - 1,000 1,000 3,000
50,51,000 37,56,000
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.